+341.4%
ELF vs AME
+442.8%
-101.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +4.1% |
| 7D | +4.0% | -5.2% | +9.1% | +7.3% |
| 30D | +10.6% | -8.0% | +18.6% | +16.1% |
| 3M | +25.8% | -8.9% | +34.7% | +32.6% |
| 6M | +89.1% | -5.0% | +94.0% | +92.9% |
| YTD | +52.7% | +11.9% | +40.9% | +39.5% |
| 1Y | +51.7% | +16.6% | +35.1% | +34.9% |
| 3Y | +14.2% | +62.5% | -48.3% | -18.8% |
| 5Y | +270.7% | +67.6% | +203.1% | +157.5% |
| All | +341.4% | +442.8% | -101.4% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling